NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 4.538 4.399 -0.139 -3.1% 4.430
High 4.559 4.417 -0.142 -3.1% 4.634
Low 4.355 4.271 -0.084 -1.9% 4.320
Close 4.382 4.322 -0.060 -1.4% 4.530
Range 0.204 0.146 -0.058 -28.4% 0.314
ATR 0.159 0.158 -0.001 -0.6% 0.000
Volume 23,883 13,390 -10,493 -43.9% 99,509
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 4.775 4.694 4.402
R3 4.629 4.548 4.362
R2 4.483 4.483 4.349
R1 4.402 4.402 4.335 4.370
PP 4.337 4.337 4.337 4.320
S1 4.256 4.256 4.309 4.224
S2 4.191 4.191 4.295
S3 4.045 4.110 4.282
S4 3.899 3.964 4.242
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 5.437 5.297 4.703
R3 5.123 4.983 4.616
R2 4.809 4.809 4.588
R1 4.669 4.669 4.559 4.739
PP 4.495 4.495 4.495 4.530
S1 4.355 4.355 4.501 4.425
S2 4.181 4.181 4.472
S3 3.867 4.041 4.444
S4 3.553 3.727 4.357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.702 4.271 0.431 10.0% 0.150 3.5% 12% False True 19,639
10 4.702 4.186 0.516 11.9% 0.152 3.5% 26% False False 19,245
20 4.702 4.140 0.562 13.0% 0.156 3.6% 32% False False 14,877
40 4.702 4.140 0.562 13.0% 0.162 3.8% 32% False False 11,393
60 5.180 4.140 1.040 24.1% 0.144 3.3% 18% False False 9,111
80 5.884 4.140 1.744 40.4% 0.144 3.3% 10% False False 7,505
100 6.160 4.140 2.020 46.7% 0.145 3.3% 9% False False 6,361
120 6.160 4.140 2.020 46.7% 0.150 3.5% 9% False False 5,705
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.038
2.618 4.799
1.618 4.653
1.000 4.563
0.618 4.507
HIGH 4.417
0.618 4.361
0.500 4.344
0.382 4.327
LOW 4.271
0.618 4.181
1.000 4.125
1.618 4.035
2.618 3.889
4.250 3.651
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 4.344 4.487
PP 4.337 4.432
S1 4.329 4.377

These figures are updated between 7pm and 10pm EST after a trading day.

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